Last Update: 13 Nov 2019 19:15 GMT+0
The Canada 10Y Government Bond has a 1.548% yield.
10 Years vs 2 Years bond spread is -2 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.75% (last modification in October 2018).
The Canada credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 30.80 and implied probability of default is 0.51%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -12.4 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -3.6 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -2 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Canada Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 30.80 | 0.00 % | -1.28 % | -8.61 % | 0.51 % |
Canada Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.719% | +5.9 bp | +4.4 bp | ||||||
| 2 months | 1.700% | +5.0 bp | +3.0 bp | ||||||
| 3 months | 1.666% | +1.6 bp | -0.9 bp | ||||||
| 6 months | 1.692% | +1.2 bp | -2.3 bp | ||||||
| 1 year | 1.692% | -3.8 bp | -2.8 bp | 98.34 | +0.04 % | +0.03 % | |||
| 2 years | 1.568% | -8.5 bp | -1.6 bp | 96.94 | +0.18 % | +0.03 % | |||
| 3 years | 1.570% | -3.5 bp | -0.4 bp | 95.43 | +0.09 % | +0.01 % | |||
| 4 years | 1.551% | -0.7 bp | -1.8 bp | 94.03 | +0.03 % | +0.07 % | |||
| 5 years | 1.532% | +0.9 bp | -1.6 bp | 92.68 | -0.04 % | +0.08 % | |||
| 7 years | 1.538% | +2.5 bp | -7.8 bp | 89.87 | -0.17 % | +0.54 % | |||
| 10 years | 1.548% | +2.9 bp | -11.3 bp | 85.76 | -0.29 % | +1.12 % | |||
| 20 years | 1.700% | +6.5 bp | -17.7 bp | 71.38 | -1.27 % | +3.54 % | |||
| 30 years | 1.703% | +5.7 bp | -19.7 bp | 60.25 | -1.68 % | +5.96 % | |||
10Y Bond Yield Spread - Canada vs Main Countries
The Canada 10Y Government Bond has a 1.548% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Canada 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 185.6 bp | -10.2 | +12.5 | ||
| Japan 10Y | 159.2 bp | -10.7 | -11.7 | ||
| France 10Y | 153.3 bp | -15.1 | +20.1 | ||
| Spain 10Y | 109.7 bp | -16.7 | +42.6 | ||
| United Kingdom 10Y | 78.1 bp | -2.8 | +21.2 | ||
| Australia 10Y | 33.3 bp | -11.2 | +36.7 | ||
| Italy 10Y | 21.7 bp | -26.3 | +127.5 | ||
| United States 10Y | -32.4 bp | -10.9 | +41.7 | ||
| China 10Y | -171.7 bp | -6.3 | -6.3 | ||
| Russia 10Y | -497.2 bp | +21.9 | +153.7 | ||
| India 10Y | -498.0 bp | +22.8 | +74.7 | ||
| Brazil 10Y | -525.0 bp | -6.9 | +193.9 |
Canada Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.703% | 60.25 | 83.59 | 130.27 | 176.95 | 223.63 | 270.30 | |
| 20 years | 1.700% | 71.38 | 88.22 | 121.89 | 155.56 | 189.22 | 222.89 | |
| 10 years | 1.548% | 85.76 | 94.96 | 113.36 | 131.75 | 150.15 | 168.55 | |
| 7 years | 1.538% | 89.87 | 96.46 | 109.63 | 122.81 | 135.99 | 149.16 | |
| 5 years | 1.532% | 92.68 | 97.46 | 107.01 | 116.57 | 126.13 | 135.68 | |
| 4 years | 1.551% | 94.03 | 97.88 | 105.58 | 113.28 | 120.98 | 128.68 | |
| 3 years | 1.570% | 95.43 | 98.34 | 104.16 | 109.98 | 115.79 | 121.61 | |
| 2 years | 1.568% | 96.94 | 98.89 | 102.80 | 106.71 | 110.61 | 114.52 | |
| 1 year | 1.692% | 98.34 | 99.32 | 101.29 | 103.25 | 105.22 | 107.19 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||